Credibility and Generalized Linear Mixed Models

By : Aldana Vergara, Carolina [UCL] Directed by : Denuit, Michel [UCL]

In this thesis a comparison between Credibility and Generalized Linear Mixed Models with a Compound Poisson Distribution will be presented in the context of a study case. The aim of this study case is to provide a tool that allows insurance companies to compare brokers in a way that it takes into account the correlation structure of their portfolio.

Access type : Accès interdit
Year : 2020
Keywords : Credibility, Generalized Linear Mixed Models, Compound Poisson Linear Mixed Models
Language : Anglais
Faculty : Faculté des sciences
Degree : Master [120] en sciences actuarielles
Bibliographic reference Aldana Vergara, Carolina. Credibility and Generalized Linear Mixed Models. Faculté des sciences, Université catholique de Louvain, 2020. Prom. : Denuit, Michel.
Permanent URL http://hdl.handle.net/2078.1/thesis:27023